Mean and Minimum of Independent Random Variables

preprint2020arXivOpen access

Abstract

We show that any pair X,YX, Y of independent, non-compactly supported random variables on [0,∞)[0,\infty) satisfies lim inf⁡m→∞P(min⁡(X,Y)>m ∣ X+Y>2m)=0\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0. We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.